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Semiparametric inference for mixtures of circular data

Abstract

We consider X 1 ,. .. , X n a sample of data on the circle S 1 , whose distribution is a twocomponent mixture. Denoting R and Q two rotations on S 1 , the density of the X i 's is assumed to be g(x) = pf (R --1 x) + (1 -- p)f (Q --1 x), where p \in (0, 1) and f is an unknown density on the circle. In this paper we estimate both the parametric part θ\theta = (p, R, Q) and the nonparametric part f. The specific problems of identifiability on the circle are studied. A consistent estimator of θ\theta is introduced and its asymptotic normality is proved. We propose a Fourier-based estimator of f with a penalized criterion to choose the resolution level. We show that our adaptive estimator is optimal from the oracle and minimax points of view when the density belongs to a Sobolev ball. Our method is illustrated by numerical simulations.

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